+107.2%
APA vs PLUG
-44.1%
+151.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -6.8% |
| 7D | -13.0% | +2.8% | -15.8% | -12.9% |
| 30D | +2.0% | -22.8% | +24.7% | +1.5% |
| 3M | +24.9% | -32.4% | +57.3% | +24.1% |
| 6M | +7.2% | -53.4% | +60.5% | +6.4% |
| YTD | +87.1% | -25.9% | +113.0% | +85.0% |
| 1Y | +107.2% | -42.1% | +149.2% | +103.8% |
| All | +107.2% | -44.1% | +151.2% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling